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Tourneret, J.Y., Ferrari, A. and Letac, G. (2005) The Non-Central Wishart Distribution: Properties and Application to Speckle Imaging. 2005 IEEE/SP 13th Workshop on Statistical Signal Processing, Novosibirsk, 17-20 July 2005, 924-929.

has been cited by the following article:

• TITLE: Trace of the Wishart Matrix and Applications

  AUTHORS: T. Pham-Gia, Dinh N. Thanh, Duong T. Phong

  KEYWORDS: Trace, Wishart Matrix, Sphericity, Latent Roots, A-Hypergeometric Functions, Humbert Function

  JOURNAL NAME: Open Journal of Statistics, Vol.5 No.3, April 27, 2015

  ABSTRACT: The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.